+70.6%
TSLA vs UPST
+7.9%
+62.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.6% |
| 7D | +1.5% | -3.5% | +5.1% | +2.2% |
| 30D | +10.1% | -7.1% | +17.2% | +11.5% |
| 3M | -15.4% | -13.1% | -2.3% | -13.2% |
| 6M | -12.8% | -1.1% | -11.7% | -13.1% |
| YTD | -21.3% | -35.9% | +14.6% | -16.3% |
| 1Y | +4.6% | -57.4% | +62.0% | +18.1% |
| 3Y | +44.5% | -14.9% | +59.4% | +33.4% |
| 5Y | +44.8% | -88.7% | +133.5% | +38.3% |
| All | +70.6% | +7.9% | +62.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling